Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process |
scientific article |
Statements
Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (English)
0 references
9 November 2015
0 references
variational integral-partial differential equations
0 references
interconnected obstacles
0 references
viscosity solutions
0 references
Lévy processes
0 references
multi-modes switching
0 references
reflected backward stochastic differential equations
0 references
0 references
0 references
0 references
0 references
0 references
